-19.4%
MSFU vs SIRI
+24.9%
-44.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.5% |
| 7D | -6.9% | -3.0% | -4.0% | -7.5% |
| 30D | -5.1% | +1.3% | -6.4% | -4.8% |
| 3M | +44.6% | +5.6% | +39.0% | +43.8% |
| 6M | +32.8% | +35.2% | -2.3% | +38.7% |
| YTD | -10.1% | +49.1% | -59.1% | -3.6% |
| 1Y | -19.4% | +26.8% | -46.2% | -12.3% |
| All | -19.4% | +24.9% | -44.3% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling